Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47843.62 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46448.72 Kr¶

PnL: ---------------------------------------> -439.85 Kr¶

DD now: ---------------------------------> -1.617 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 14:42:15.587267'

Anic Portfolio¶

Today¶

Return: 0.276 %¶

This Week¶

Return: 0.653 %¶

Total¶

Return: 56.628 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.460000 2828.000000 192.000000 7.280000 2636.000010
Beijer Electronics Group 26 -0.340000 3094.000000 123.000000 4.140000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 0.410000 435.800000 80.800000 22.760000 355.000000
Corem Property Group B 59 -0.980000 656.080000 79.080000 13.710000 576.999999
Boozt 12 -0.070000 1705.200000 51.200000 3.100000 1653.999996
HMS Networks 2 0.110000 720.400000 47.400000 7.040000 673.000000
SAAB B 8 0.540000 3412.800000 35.800000 1.060000 3377.000000
OEM International B 7 0.760000 560.000000 32.000000 6.060000 527.999997
Intrum 4 0.660000 549.800000 22.800000 4.330000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Norva24 Group 16 3.010000 558.400000 15.400000 2.840000 543.000000
Coor Service Management Hold. 8 0.070000 547.200000 15.200000 2.860000 532.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.550000 258.240000 12.240000 4.980000 246.000000
MedCap 2 -2.050000 431.000000 10.000000 2.380000 421.000000
AcadeMedia 12 0.730000 564.720000 7.720000 1.390000 557.000004
Swedbank A 3 1.740000 568.800000 4.800000 0.850000 564.000000
Resurs Holding 22 0.000000 578.600000 4.600000 0.800000 573.999998
Karnov Group 9 -1.480000 540.000000 4.000000 0.750000 536.000004
Securitas B 6 0.550000 572.520000 2.520000 0.440000 570.000000
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.140000 544.750000 -1.250000 -0.230000 546.000000
Essity B 2 -1.410000 571.800000 -2.200000 -0.380000 574.000000
Nordea Bank Abp 29 0.030000 3450.420000 -3.580000 -0.100000 3453.999992
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Midsona B 63 -1.190000 576.450000 -6.550000 -1.120000 582.999984
CTEK 13 0.300000 524.420000 -9.580000 -1.790000 533.999999
FM Mattsson Mora Group B 50 -2.190000 2905.000000 -22.000000 -0.750000 2927.000000
International Petroleum Corp. 5 1.930000 553.500000 -41.070000 -6.910000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 1.250000 1532.700000 -131.300000 -7.890000 1663.999992
Axfood 13 0.430000 3603.600000 -152.400000 -4.060000 3756.000001
Ovzon 52 3.010000 3026.400000 -335.600000 -9.980000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46452.460000 -436.110000 -1.60915% 46888.564618

Updated:¶

'2023-01-18 14:41:16.891158'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶